+113.3%
GLD vs STM
-6.5%
+119.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.7% |
| 7D | +2.8% | -7.9% | +10.7% | +3.3% |
| 30D | -4.0% | -14.1% | +10.2% | -3.1% |
| 3M | -8.2% | -17.6% | +9.4% | -7.3% |
| 6M | -14.8% | -24.2% | +9.4% | -13.7% |
| YTD | -6.8% | +73.3% | -80.1% | -9.3% |
| 1Y | -2.4% | +90.1% | -92.5% | -5.3% |
| 3Y | +105.8% | +10.3% | +95.4% | +102.4% |
| 5Y | +113.3% | -5.7% | +119.1% | +104.4% |
| All | +113.3% | -6.5% | +119.8% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling